@techreport{e4f96b06a05f4da2b65186bfb6314a47,

title = "Methodology for Determining the Acceptability of Given Designs in Uncertain Environments",

abstract = "Managers wish to verify that a particular engineering design meets their require- ments. This design's future environment will differ from the environment assumed during the design. Therefore it is crucial to determine which variations in the envi- ronment may make this design unacceptable. The proposed methodology estimates which uncertain environmental parameters are important (so managers can become pro-active) and which parameter combinations (scenarios) make the design unac- ceptable. The methodology combines simulation, bootstrapping, and metamodeling. The methodology is illustrated through a simulated manufacturing system, includ- ing fourteen uncertain parameters of the input distributions for the various arrival and service times. These parameters are investigated through sixteen scenarios, selected through a two-level fractional-factorial design. The resulting simulation In- put/Output (I/O) data are analyzed through a first-order polynomial metamodel and bootstrapping. A second experiment gives some outputs that are indeed un- acceptable. Polynomials fitted to the I/O data estimate the border line (frontier) between acceptable and unacceptable environments.",

keywords = "Uncertainty modeling, Risk analysis, Robustness and sensitivity analysis, Simulation, Bootstrap",

author = "J.P.C. Kleijnen and H. Pierreval and J. Zhang",

note = "Subsequently published in European Journal of Operational Research, 2011 Pagination: 25",

year = "2009",

language = "English",

volume = "2009-3",

series = "CentER Discussion Paper",

publisher = "Operations research",

type = "WorkingPaper",

institution = "Operations research",

}